Stochastic differential equations
- To: mathgroup at smc.vnet.net
- Subject: [mg25352] Stochastic differential equations
- From: Emily.A.Grimm at sf.frb.org
- Date: Sat, 23 Sep 2000 03:36:33 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi, In the 1992 archives, someone asked: Has anybody added any facilities for solving stochastic differential equations by adding rules like Ito's Lemma to Mathematica ?? This is my exact question, but I didn't see any offered answers in the archive. Any ideas? Thanks! Emily